Development of efficient and reliable Monte Carlo simulation techniques for stochastic optimization (of queuing systems in particular).
Cahiers du GERAD
Publications
Nov 2019
High-order stochastic simulation via statistical learning in reproducing kernel Hilbert space
Lingqing Yao, Roussos Dimitrakopoulos, and Michel Gamache
To appear in: Mathematical Geosciences, 2019
BibTeX reference
Nov 2019
Jayakumar Subramanian and Aditya Mahajan
To appear in: IEEE Transcations on Automatic Control, 2019
BibTeX reference
Jul 2019
Snehamoy Chatterjee and Roussos Dimitrakopoulos
To appear in: International Journal of Mining, Reclamation and Environment , 2019
BibTeX reference
Jul 2019
Christian Lécot, Pierre L'Ecuyer, Rami El Haddad, and Ali Tarhini
Mathematics and Computers in Simulation, 161, 113–124, 2019
BibTeX reference
May 2019
Jayakumar Subramanian and Aditya Mahajan
AAMAS '19: Proceedings of the 18th International Conference on Autonomous Agents and MultiAgent Systems, 251–259, 2019
BibTeX reference
Events
03:45 PM–05:00 PMDec 7, 2016 03:45 PM
GERAD seminar
Zdravko I. Botev – The University of New South Wales, Australia
Zdravko I. Botev – The University of New South Wales, Australia
Canada Research Chair in Stochastic Simulation and Optimization
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
03:30 PM–04:30 PMApr 18, 2017 03:30 PM
“Meet a GERAD researcher!” seminar
Charles Audet – Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada
Charles Audet – Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
10:45 AM–12:00 PMOct 12, 2017 10:45 AM
GERAD seminar
Emmanuel Gobet – École Polytechnique, France
Emmanuel Gobet – École Polytechnique, France
Canada Research Chair in Stochastic Simulation and Optimization
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
03:45 PM–05:00 PMNov 7, 2017 03:45 PM
“Meet a GERAD researcher!” seminar
Pierre L'Ecuyer – Department of Computer Science and Operations Research, Université de Montréal, Canada
Pierre L'Ecuyer – Department of Computer Science and Operations Research, Université de Montréal, Canada
Room 6214, André-Aisenstadt Building, Université de Montréal Campus
03:30 PM–04:30 PMFeb 27, 2018 03:30 PM
“Meet a GERAD researcher!” seminar
Bouchra Nasri – HEC Montréal, Canada
Bouchra Nasri – HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus